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The current price of YBM stock S is $101. American options with a strike price K = $100 and maturing in T = 6 months
The current price of YBM stockSis $101. American options with a strike priceK= $100 and maturing inT= 6 months trade on YBM. The continuously compounded, risk-free interest rateris 5 percent per year. If the American put pricepAis $2.70, then the American call pricecAwill at maximum be:
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